Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305942.2139 | 342341.0609 | -36398.847 | -74141.9977 | 398987.2763 | -473129.274 |
Total P&L (%) | 305.9422 | 342.3411 | -36.3988 | -74.142 | 398.9873 | -473.1293 |
Avg Daily Profit (%) | 0.1624 | 0.1817 | -0.0193 | -0.0718 | 0.0853 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248855 | -121229 | -243478 | -804080 | -196513 | -889926 |
Profit Factor | 1.1265 | 1.3199 | 0.973 | 0.9728 | 1.4103 | 0.7297 |
Total Trades | 860 | 430 | 430 | 860 | 430 | 430 |
Winning Trades | 436 | 209 | 227 | 436 | 209 | 227 |
Losing Trades | 424 | 221 | 203 | 424 | 221 | 203 |
Profitability (%) | 50.6977 | 48.6047 | 52.7907 | 50.6977 | 48.6047 | 52.7907 |
Ratio Avg Win / Avg Loss | 1.0955 | 1.3956 | 0.8701 | 0.946 | 1.4913 | 0.6525 |
Largest Winning Trade | 83702 | 83702 | 34666 | 178330 | 178330 | 91978 |
Largest Losing Trade | -62118 | -36230 | -62118 | -503200 | -141645 | -503200 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 11287 | 5647 | 5640 | 11287 | 5647 | 5640 |
Profit Streak | 6.38 | 17.5466 | 6.38 | 6.38 | 17.5466 | 6.38 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67620 | 380657 | -577754 | -574335 | -75346 | -577754 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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